+821.9%
TRGP vs CAPR
-77.1%
+899.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.6% |
| 7D | -0.6% | -9.5% | +8.9% | -0.3% |
| 30D | +14.6% | +121.5% | -106.9% | +11.2% |
| 3M | +11.9% | -65.4% | +77.3% | +13.2% |
| 6M | +25.3% | -67.5% | +92.8% | +26.7% |
| YTD | +61.9% | -68.6% | +130.5% | +63.6% |
| 1Y | +87.3% | +42.7% | +44.6% | +67.5% |
| 3Y | +268.0% | +43.4% | +224.6% | +208.3% |
| 5Y | +638.2% | +86.0% | +552.2% | +494.8% |
| 10Y | +821.9% | -77.4% | +899.3% | +558.5% |
| All | +821.9% | -77.1% | +899.1% | +558.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling